+233.8%
LOW vs BIL
+25.2%
+208.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.3% |
| 30D | -9.3% | +0.3% | -9.5% | -7.9% |
| 3M | -8.1% | +0.9% | -9.0% | -3.5% |
| 6M | -19.8% | +1.8% | -21.6% | -11.5% |
| YTD | -16.4% | +2.5% | -18.8% | -4.6% |
| 1Y | -24.7% | +3.7% | -28.3% | -8.3% |
| 3Y | -8.8% | +14.1% | -22.9% | +90.4% |
| 5Y | +7.8% | +19.4% | -11.7% | +200.3% |
| 10Y | +233.8% | +25.2% | +208.6% | +886.2% |
| All | +233.8% | +25.2% | +208.6% | +886.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BIL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling